{"id":"https://openalex.org/W2001712830","doi":"https://doi.org/10.1137/090760143","title":"Wavelet Galerkin Schemes for Multidimensional Anisotropic Integrodifferential Operators","display_name":"Wavelet Galerkin Schemes for Multidimensional Anisotropic Integrodifferential Operators","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W2001712830","doi":"https://doi.org/10.1137/090760143","mag":"2001712830"},"language":"en","primary_location":{"id":"doi:10.1137/090760143","is_oa":false,"landing_page_url":"https://doi.org/10.1137/090760143","pdf_url":null,"source":{"id":"https://openalex.org/S165512578","display_name":"SIAM Journal on Scientific Computing","issn_l":"1064-8275","issn":["1064-8275","1095-7197"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103076050","display_name":"Christoph Winter","orcid":"https://orcid.org/0000-0002-4903-7846"},"institutions":[{"id":"https://openalex.org/I35440088","display_name":"ETH Zurich","ror":"https://ror.org/05a28rw58","country_code":"CH","type":"education","lineage":["https://openalex.org/I2799323385","https://openalex.org/I35440088"]}],"countries":["CH"],"is_corresponding":true,"raw_author_name":"C. Winter","raw_affiliation_strings":["chwinter@math.ethz.ch#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"chwinter@math.ethz.ch#TAB#","institution_ids":["https://openalex.org/I35440088"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5103076050"],"corresponding_institution_ids":["https://openalex.org/I35440088"],"apc_list":null,"apc_paid":null,"fwci":0.3755,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.71051244,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"32","issue":"3","first_page":"1545","last_page":"1566"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9972000122070312,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.996999979019165,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12727","display_name":"Differential Equations and Numerical Methods","score":0.9940000176429749,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8182189464569092},{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.7481694221496582},{"id":"https://openalex.org/keywords/wavelet","display_name":"Wavelet","score":0.7074120044708252},{"id":"https://openalex.org/keywords/galerkin-method","display_name":"Galerkin method","score":0.6709803938865662},{"id":"https://openalex.org/keywords/tensor-product","display_name":"Tensor product","score":0.6457493305206299},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5809016823768616},{"id":"https://openalex.org/keywords/matrix","display_name":"Matrix (chemical analysis)","score":0.5078430771827698},{"id":"https://openalex.org/keywords/degrees-of-freedom","display_name":"Degrees of freedom (physics and chemistry)","score":0.49575337767601013},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.48227766156196594},{"id":"https://openalex.org/keywords/multiresolution-analysis","display_name":"Multiresolution analysis","score":0.4668017029762268},{"id":"https://openalex.org/keywords/scheme","display_name":"Scheme (mathematics)","score":0.4464598298072815},{"id":"https://openalex.org/keywords/tensor","display_name":"Tensor (intrinsic definition)","score":0.4354628324508667},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.3795129060745239},{"id":"https://openalex.org/keywords/wavelet-transform","display_name":"Wavelet transform","score":0.32695668935775757},{"id":"https://openalex.org/keywords/discrete-wavelet-transform","display_name":"Discrete wavelet transform","score":0.24031639099121094},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.20319470763206482},{"id":"https://openalex.org/keywords/finite-element-method","display_name":"Finite element method","score":0.18836960196495056},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.11249634623527527}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8182189464569092},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.7481694221496582},{"id":"https://openalex.org/C47432892","wikidata":"https://www.wikidata.org/wiki/Q831390","display_name":"Wavelet","level":2,"score":0.7074120044708252},{"id":"https://openalex.org/C186899397","wikidata":"https://www.wikidata.org/wiki/Q1491980","display_name":"Galerkin method","level":3,"score":0.6709803938865662},{"id":"https://openalex.org/C51255310","wikidata":"https://www.wikidata.org/wiki/Q1163016","display_name":"Tensor product","level":2,"score":0.6457493305206299},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5809016823768616},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.5078430771827698},{"id":"https://openalex.org/C208081375","wikidata":"https://www.wikidata.org/wiki/Q274502","display_name":"Degrees of freedom (physics and chemistry)","level":2,"score":0.49575337767601013},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.48227766156196594},{"id":"https://openalex.org/C121927907","wikidata":"https://www.wikidata.org/wiki/Q1952516","display_name":"Multiresolution analysis","level":5,"score":0.4668017029762268},{"id":"https://openalex.org/C77618280","wikidata":"https://www.wikidata.org/wiki/Q1155772","display_name":"Scheme (mathematics)","level":2,"score":0.4464598298072815},{"id":"https://openalex.org/C155281189","wikidata":"https://www.wikidata.org/wiki/Q3518150","display_name":"Tensor (intrinsic definition)","level":2,"score":0.4354628324508667},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3795129060745239},{"id":"https://openalex.org/C196216189","wikidata":"https://www.wikidata.org/wiki/Q2867","display_name":"Wavelet transform","level":3,"score":0.32695668935775757},{"id":"https://openalex.org/C46286280","wikidata":"https://www.wikidata.org/wiki/Q2414958","display_name":"Discrete wavelet transform","level":4,"score":0.24031639099121094},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.20319470763206482},{"id":"https://openalex.org/C135628077","wikidata":"https://www.wikidata.org/wiki/Q220184","display_name":"Finite element method","level":2,"score":0.18836960196495056},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.11249634623527527},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/090760143","is_oa":false,"landing_page_url":"https://doi.org/10.1137/090760143","pdf_url":null,"source":{"id":"https://openalex.org/S165512578","display_name":"SIAM Journal on Scientific Computing","issn_l":"1064-8275","issn":["1064-8275","1095-7197"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Scientific Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Peace, Justice and strong institutions","score":0.7799999713897705,"id":"https://metadata.un.org/sdg/16"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W1550884118","https://openalex.org/W1973246593","https://openalex.org/W1981435341","https://openalex.org/W2011481224","https://openalex.org/W2025957493","https://openalex.org/W2026894598","https://openalex.org/W2140153041","https://openalex.org/W2169797654","https://openalex.org/W3124139062"],"related_works":["https://openalex.org/W4300013288","https://openalex.org/W2951020105","https://openalex.org/W1995243476","https://openalex.org/W2105507641","https://openalex.org/W2124287120","https://openalex.org/W148258211","https://openalex.org/W1951249712","https://openalex.org/W2115734485","https://openalex.org/W4386687603","https://openalex.org/W4307007469"],"abstract_inverted_index":{"We":[0,53],"consider":[1],"a":[2],"wavelet":[3,40],"Galerkin":[4],"scheme":[5],"for":[6,25],"solving":[7],"partial":[8],"integrodifferential":[9],"equations":[10],"arising":[11],"from":[12],"option":[13],"pricing":[14],"in":[15,32,61],"multidimensional":[16],"L\u00e9vy":[17],"models.":[18],"Sparse":[19],"tensor":[20],"product":[21],"spaces":[22],"are":[23,43],"applied":[24],"the":[26,30,33,47,59,64,68],"discretization":[27],"to":[28,45],"reduce":[29],"complexity":[31],"number":[34,48],"of":[35,37,49,58,67],"degrees":[36],"freedom,":[38],"and":[39],"compression":[41],"methods":[42],"used":[44],"decrease":[46],"nonzero":[50],"matrix":[51,69],"entries.":[52],"focus":[54],"on":[55,63],"algorithmic":[56],"details":[57],"scheme,":[60],"particular":[62],"numerical":[65],"integration":[66],"coefficients.":[70]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2013,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}